scholarly journals Monotone optimal control for a class of discrete-event stochastic systems and its applications in revenue management

2010 ◽  
Author(s):  
Weifen Zhuang
Keyword(s):  
Optimal Control ◽  
Revenue Management ◽  
Stochastic Systems ◽  
Discrete Event

Open-loop optimal control of a class of continuous-time stochastic systems—A simulation study†

1974 ◽  
Vol 19 (6) ◽  
pp. 1165-1175 ◽  
Author(s):  
EDGAR C. TACKER ◽  
THOMAS D. LINTON ◽  
CHARLES W. SANDERS
Keyword(s):  
Optimal Control ◽  
Simulation Study ◽  
Continuous Time ◽  
Stochastic Systems ◽  
Open Loop

scholarly journals The Mean Stability Criteria in terms of Two Measures for Stochastic Differential Equations with Coefficient’s Uncertainty

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Rui Zhang ◽  
Yinjing Guo ◽  
Xiangrong Wang ◽  
Xueqing Zhang
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stochastic Stability ◽  
Stochastic Systems ◽  
Stability Criteria ◽  
Two Measures ◽  
The Mean ◽  
The Stability

This paper extends the stochastic stability criteria of two measures to the mean stability and proves the stability criteria for a kind of stochastic Itô’s systems. Moreover, by applying optimal control approaches, the mean stability criteria in terms of two measures are also obtained for the stochastic systems with coefficient’s uncertainty.

scholarly journals On optimal control of a class of partially observed discrete event systems

Automatica ◽  
2002 ◽  
Vol 38 (11) ◽  
pp. 1935-1943 ◽  
Author(s):  
Hervé Marchand ◽  
Olivier Boivineau ◽  
Stéphane Lafortune
Keyword(s):  
Optimal Control ◽  
Discrete Event Systems ◽  
Discrete Event ◽  
Event Systems ◽  
Partially Observed
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